| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CHKP | Check Point Software Technologies Ltd | Technology | Software - Infrastructure | 12031 | 115.42 | 1148022 | |
| SAP | SAP SE ADR | Technology | Software - Application | 204781 | 0.0169 | 170.1 | 2318774 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 40 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 45 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 12678.40 |
| Total net P/L: | 2678.40 | Total ROI: | 26.78 % |
| CAGR: | 4.56 % | Max. DD: | 34.40 % |
| System Score: | 0.114 | Sharpe Ratio: | 0.733 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 180.00 | Comm.% P/L | 6.30 % |
| Total Transactions: | 180 | Log. Linearity: | 29.199 % |
| Total | Long |
Short |
CHKP | SAP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2858.40 | 1567.72 | 1290.68 | 2902.88 | -44.48 |
| Total Profit | 12778.70 | 5790.72 | 6987.98 | 11729.80 | 12038.78 |
| Total Loss | 9920.30 | 4223.00 | 5697.30 | 8826.92 | 12083.26 |
| Profit Factor | 1.29 | 1.37 | 1.23 | 1.33 | 1.00 |
| Trades | 45 | 24 | 21 | 45 | 45 |
| Winning Trades | 29 | 14 | 15 | 30 | 23 |
| Losing Trades | 16 | 10 | 6 | 15 | 22 |
| % Profitable | 64.00 | 58.00 | 71.00 | 66.00 | 51.00 |
| Profit/Loss Per Trade % | 0.57 | 0.56 | 0.57 | 0.67 | -0.26 |
| Profit Per Trade % | 3.98 | 3.58 | 4.37 | 3.58 | 4.63 |
| Loss Per Trade % | 4.93 | 3.34 | 7.63 | 4.73 | 4.87 |
| Days In Trade | 810 | 442 | 368 | 810 | 810 |
| Days In Trade (Avg. Per Trade) | 18.00 | 18.42 | 17.52 | 18.00 | 18.00 |
| % Days In Trade | 41.71 | 22.76 | 18.95 | 41.71 | 41.71 |